My room is at a corner so two of my walls lead out, also my house is a lot of added on rooms to what used to be a ****ty duplex, so the walls are probably just a layer of sheetrock, a layer of insulation, then wood.
Hmm, classic electronic musician issue. For keys, I just used headphones. My guitarists were jealous until Tom Scholz invented the Rockman. Then it was only the drummers.
Nowadays you can get very good digital amp models and classic DSP algorithms in a 19-inch rack mount unit (or as a plug-in ...) for relatively cheap. I go that route rather than spend money on soundproofing. Unless you just GOTTA have your amp etc. ... ( I know how that can be).
Get a window plug too. It's just a bit piece of foam that fits securely into your window alcove, my friends use them in reverse at uni to keep outside noise and light out during hangover times